+654.6%
APP vs EFV
+93.8%
+560.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.4% |
| 7D | +0.9% | +1.5% | -0.6% | -0.9% |
| 30D | -23.3% | +1.7% | -25.0% | -24.9% |
| 3M | -42.6% | +8.6% | -51.3% | -48.2% |
| 6M | -33.6% | +11.7% | -45.3% | -42.8% |
| YTD | -52.4% | +19.3% | -71.7% | -62.8% |
| 1Y | -35.9% | +30.2% | -66.1% | -56.0% |
| All | +654.6% | +93.8% | +560.8% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling